Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-21 35.059608 37.785641 40.768017 44.301383 48.411507 53.090831 58.894501
2025-09-28 30.624064 34.089388 38.114201 43.222843 49.672483 57.753509 69.021308
2025-10-05 29.209395 33.296992 38.263411 44.921360 53.926880 66.232256 85.508317
2025-10-12 27.878784 32.350030 37.972294 45.843103 57.117996 73.756474 102.939762
2025-10-19 26.699553 31.424767 37.534105 46.402673 59.759465 80.922624 122.527858
2025-10-26 25.574634 30.444689 36.884871 46.519972 61.671494 87.278671 143.643351
2025-11-02 24.338492 29.210892 35.760532 45.780996 62.066501 91.044189 161.375546
2025-11-09 23.150959 27.959254 34.504484 44.694388 61.696447 93.264206 176.818654
2025-11-16 22.159341 26.914215 33.461831 43.822155 61.544958 95.850459 195.280080
2025-11-23 21.337104 26.056405 32.627345 43.189687 61.709434 99.115731 218.902595
2025-11-30 21.014200 25.874202 32.756538 44.093562 64.767761 109.582635 282.178287
2025-12-07 20.395951 25.238642 32.167690 43.756233 65.422987 114.645288 332.439571
2025-12-14 19.609106 24.351747 31.188196 42.748514 64.763970 116.596035 374.289291
2025-12-21 18.875547 23.514852 30.246519 41.742346 64.003169 118.181824 421.497884
2025-12-28 18.812599 23.645048 30.788693 43.337746 68.859432 137.691703 746.592454
2026-01-04 18.584504 23.517384 30.915035 44.202715 72.327361 155.313109 1500.256203
2026-01-11 18.298472 23.287687 30.861246 44.727375 75.129992 172.776026 4891.630644
2026-01-18 17.947655 22.943825 30.601196 44.837318 76.968957 188.092024 NaN
2026-01-25 17.463331 22.378248 29.950051 44.144460 76.697515 194.176967 NaN
2026-02-01 16.944186 21.742908 29.157694 43.124688 75.456280 195.153815 NaN
2026-02-08 16.490027 21.194177 28.488132 42.305259 74.644867 198.125619 NaN
2026-02-15 16.101035 20.734525 27.949258 41.710606 74.359826 203.979065 NaN
2026-02-22 15.993712 20.706162 28.129193 42.560316 78.137734 236.899112 NaN